Money Market Operations as on May 15, 2018


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @      
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,687.06 5.95 4.00-6.25
     I. Call Money 108.08 5.87 4.85-6.25
     II. CBLO 1,076.25 5.96 5.70-6.03
     III. Market Repo 502.72 5.96 4.00-6.20
     IV. Repo in Corporate Bond 0.00  
B. Term Segment      
     I. Notice Money** 3.60 6.11 5.60-6.30
     II. Term Money@@ 0.70 6.25-6.30
     III. CBLO 1.65 5.96 5.95-6.00
     IV. Market Repo 3.60 5.96 5.65-6.35
     V. Repo in Corporate Bond 0.82 7.90 7.90-7.90
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 15/05/2018 1 16/05/2018 53.83 6.00
   (ii) Repo (Variable rate) 04/05/2018 14 18/05/2018 49.25 6.01
  08/05/2018 14 22/05/2018 154.52 6.01
  11/05/2018 14 25/05/2018 101.12 6.01
  15/05/2018 14 29/05/2018 181.17 6.01
   (iii) Reverse Repo (Fixed rate) 15/05/2018 1 16/05/2018 96.22 5.75
   (iv) Reverse Repo (Variable rate) 10/05/2018 7 17/05/2018 208.59 5.99
  11/05/2018 7 18/05/2018 201.20 5.99
  14/05/2018 7 21/05/2018 46.25 5.99
  15/05/2018 7 22/05/2018 57.05 5.99
D. Marginal Standing Facility 15/05/2018 1 16/05/2018 1.70 6.25
E. Standing Liquidity Facility Availed from RBI $     23.56  
RESERVE POSITION @
F. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 11/05/2018 4,568.91  
(ii) Average daily cash reserve requirement for the fortnight ending 11/05/2018 4,668.00  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 15/05/2018 0.00  
@ Based on RBI / CCIL/ FIMMDA Data
– Not Applicable / No Transaction
** Relates to uncollateralized transactions of 2 to 14 days tenor.
@@ Relates to uncollateralized transactions of 15 days to one year tenor
# The figure for the cash balances with RBI on Sunday is same as that of the previous day (Saturday).
$ Includes refinance facilities extended by RBI
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015
Ajit Prasad
Assistant Adviser
Press Release : 2017-2018/3001
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